How to Build Multi-Asset Backtests for Real Trading Strategies
The article discusses the importance of multi-asset backtesting in financial markets, highlighting its advantages over single-asset backtesting. DolphinDB introduces a multi-asset backtesting engine that allows for coordinated testing across various instruments. Two examples of strategies are provided: a stock-index futures hedging strategy and a futures-options arbitrage strategy.
- ▪Multi-asset investment strategies are common in financial markets for various purposes such as hedging and arbitrage.
- ▪DolphinDB's multi-asset backtesting engine enables flexible management of cash and positions across multiple accounts.
- ▪The article presents two examples of multi-asset backtesting: one for hedging systematic risk and another for exploiting pricing discrepancies between futures and options.
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How to Build Multi-Asset Backtests for Real Trading StrategiesDolphinDB13 min read·May 7, 2026--ListenSharePress enter or click to view image in full sizeIn financial markets, multi-asset investment strategies have long been standard practice. Whether for cross-market arbitrage, asset allocation, or hedging and volatility management, portfolios often combine multiple instruments, such as stocks, futures, and options. Compared with single-asset backtesting, multi-asset backtesting better reflects capital usage, risk exposure, and execution paths, narrowing the gap between backtesting results and live trading outcomes.
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Excerpt limited to ~120 words for fair-use compliance. The full article is at Medium.
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